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Testing for liquidity gains in the market reaction to Nasdaq National Market System phase-ins

Viswanathan, K. G. - In: Quarterly journal of business and economics : QJBE 36 (1997) 3, pp. 49-61

Persistent link: https://www.econbiz.de/10001228449

Economic and market factors versus credit rating announcements, on credit default swap spreads

Papaïōannu, Geōrgios - In: International journal of economics and finance 3 (2011) 5, pp. 42-48

Persistent link: https://www.econbiz.de/10009405155

Visibility effects and timing in stock listing changes: Evidence from operating performance

Papaioannou, George J.; Travlos, Nickolaos G.; … - In: The Quarterly Review of Economics and Finance 49 (2009) 2, pp. 357-377

We extend the timing motive hypothesis to account for the influence of improved visibility as a result of a stock listing change. The results are, in general, consistent with this proposition, especially for Nasdaq and AMEX firms that switch to the NYSE. The empirical findings support the...

Persistent link: https://www.econbiz.de/10005077787

The Operating Performance of Firms that Switch Their Stock Listings

Papaioannou, George J.; Travlos, Nickolaos G.; … - In: The journal of financial research : a publ. of the … 26 (2003) 4, pp. 469-486

Persistent link: https://www.econbiz.de/10006820328

Visibility effects and timing in stock listing changes: Evidence from operating performance

Papaioannou, George J.; Travlos, Nickolaos G.; … - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 357-377

Persistent link: https://www.econbiz.de/10008244916

The Mexican Debt Moratorium and Its Effect upon U.S. Bank Stock Values: Empirical Tests on Major Event Windows

Philippatos, George C.; Viswanathan, K.G. - In: Global finance journal 5 (1994) 1, pp. 75-102

Persistent link: https://www.econbiz.de/10007712992

Visibility effects and timing in stock listing changes: Evidence from operating performance

Papaioannou, George J.; Travlos, Nickolaos G.; … - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 357-378

Persistent link: https://www.econbiz.de/10008891728

The pricing of dollar index futures contracts

Eytan, T. Hanan; Harpaz, Giora; Krull, Steven - In: Journal of Futures Markets 8 (1988) 2, pp. 127-139

Persistent link: https://www.econbiz.de/10011197027

The efficiency of the U.S. dollar index futures market

Harpaz, Giora; Krull, Steven; Yagil, Joseph - In: Journal of Futures Markets 10 (1990) 5, pp. 469-479

Persistent link: https://www.econbiz.de/10011197916

Optimal weights and international portfolio hedging with U.S. dollar index futures: An empirical investigation

Krull, Steven; Rai, Anoop - In: Journal of Futures Markets 12 (1992) 5, pp. 549-562

Persistent link: https://www.econbiz.de/10011198172